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Workshop

NIPS 2017 Time Series Workshop

Vitaly Kuznetsov · Oren Anava · Scott Yang · Azadeh Khaleghi

Grand Ballroom A

Fri 8 Dec, 8 a.m. PST

Data, in the form of time-dependent sequential observations emerge in many key real-world problems, ranging from biological data, financial markets, weather forecasting to audio/video processing. However, despite the ubiquity of such data, most mainstream machine learning algorithms have been primarily developed for settings in which sample points are drawn i.i.d. from some (usually unknown) fixed distribution. While there exist algorithms designed to handle non-i.i.d. data, these typically assume specific parametric form for the data-generating distribution. Such assumptions may undermine the complex nature of modern data which can possess long-range dependency patterns, and for which we now have the computing power to discern. On the other extreme lie on-line learning algorithms that consider a more general framework without any distributional assumptions. However, by being purely-agnostic, common on-line algorithms may not fully exploit the stochastic aspect of time-series data.

This is the third instalment of time series workshop at NIPS and will build on the success of the previous events: NIPS 2015 Time Series Workshop and NIPS 2016 Time Series Workshop.

The goal of this workshop is to bring together theoretical and applied researchers interested in the analysis of time series and development of new algorithms to process sequential data. This includes algorithms for time series prediction, classification, clustering, anomaly and change point detection, correlation discovery, dimensionality reduction as well as a general theory for learning and comparing stochastic processes. We invite researchers from the related areas of batch and online learning, reinforcement learning, data analysis and statistics, econometrics, and many others to contribute to this workshop.

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Timezone: America/Los_Angeles

Schedule

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